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Forecasting Credit Event Frequency – Empirical Evidence for West German Firms
Hamerle, Alfred, Liebig, Thilo and Scheule, Harald (2006) Forecasting Credit Event Frequency – Empirical Evidence for West German Firms. Journal of Risk 9 (1), pp. 75-98.Date of publication of this fulltext: 05 Aug 2009 13:58
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| Item type | Article |
| Journal or Publication Title | Journal of Risk |
| Publisher: | Incisive Media Plc |
|---|---|
| Volume: | 9 |
| Number of Issue or Book Chapter: | 1 |
| Page Range: | pp. 75-98 |
| Date | 2006 |
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Entpflichtete oder im Ruhestand befindliche Professoren > Lehrstuhl für Statistik (Prof. Dr. Alfred Hamerle) |
| Interdisciplinary Subject Network | Immobilien- und Kapitalmärkte |
| Dewey Decimal Classification | 300 Social sciences > 330 Economics 300 Social sciences > 310 General statistics |
| Status | Published |
| Refereed | Yes, this version has been refereed |
| Created at the University of Regensburg | Yes |
| Item ID | 8208 |
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